+333.7%
UMC vs GGLL
+309.0%
+24.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +4.8% |
| 7D | +13.6% | -3.9% | +17.5% | +14.4% |
| 30D | +20.8% | -15.4% | +36.1% | +24.4% |
| 3M | +16.1% | -21.9% | +38.0% | +20.6% |
| 6M | +137.3% | +4.5% | +132.8% | +130.4% |
| YTD | +193.8% | -2.4% | +196.2% | +187.5% |
| 1Y | +236.1% | +57.8% | +178.3% | +195.0% |
| 3Y | +267.1% | +227.2% | +39.9% | +148.0% |
| All | +333.7% | +309.0% | +24.7% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling